iShares DJ US Total Market
ALTAR
Score™
5.7% info Recommen-
dation
UNDERWEIGHT
2017E    2018E
P/E
ratio
20.0x P/Sales
ratio
2.1x
P/BV
ratio
2.9x Div.
yield
1.9%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
iShares Dow Jones U.S. Index Fund objective seeks investment results that correspond to the performance of the Dow Jones U.S. Total Market Index.

FUND BASICS
Category Traditional Indices
Fund Sponsor Barclays Global Fund Advisors
Website www.ishares.com
Inception date Jun 16, 2000
Assets (mns) $1,103
Currency USD
Expense ratio 20 bp
Distributions Quarterly

FUND STRUCTURE
Regulation Open-End Investment Co
Custodian State Street Bank & Trust
Weighting Market Cap
Index replication Full
Uses derivatives No
Options available Yes

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 1197
Wgt avg mkt cap (mns) $160,204
Large cap (>$10bn) 86.9%
Mid cap ($2-10bn) 12.6%
Small cap (<$2bn) 0.5%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
APPLE INC 3.3 %
MICROSOFT CORP 2.4 %
FACEBOOK 1.7 %
AMAZON.COM INC 1.6 %
JOHNSON & JOHNSON 1.5 %
BERKSHIRE HATHAWAY INC-CL B 1.4 %
EXXON MOBIL CORP 1.4 %
JPMORGAN CHASE & CO 1.4 %
ALPHABET INC. CLASS A 1.2 %
ALPHABET INC. CLASS C 1.2 %
Total 16.9 %

TOP COUNTRY EXPOSURE
UNITED STATES 97.2 %
IRELAND 1.2 %
BRITAIN 0.5 %
BERMUDA 0.3 %
SWITZERLAND 0.2 %
NETHERLANDS 0.1 %
FRANCE 0.1 %




HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru September 30)
Year-to-date 1 year 5 years 10 years Since Incep.
13.9% 18.2% 14.0% 7.4% 5.5%

Market Correlations
versus... Beta R-squared
S&P500 1.01 99%
MSCI EAFE 0.66 63%
MSCI Emg. Mkts. 0.39 36%

Technical Indicators
Recent close $128.21
30d moving avg. $126.21
Annualized volatility 10.2%
Short interest (ETF) 0.1%
Short interest (Underlying) 2.7%
Relative strength (RSI) 77

Liquidity measures
Avg. volume (thou.) 16
Turnover 0.2%
Bid/Ask (% of price) 0.15%
ADV underlying (mns) $162,001

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 20 potential alternatives to the iShares DJ US Total Market ETF based on the alternatives' overlap in portfolio holdings with IYY. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: IYY Expense: 20 bp ALTAR Score™: 5.7%


ALTERNATIVE ETFs BASED ON OVERLAP WITH IYY
Ticker Fund
Name
Overlap1
vs IYY
(%)
Expense
ratio
(bp)
Savings
vs IYY
(bp)
ALTAR
Score™
(%)
ALTAR
vs IYY
(%)
IWB iShares Russell 1000 95.7 15 5 5.7 0.0
VONE Vanguard Russell 1000 95.5 12 8 5.9 +0.2
VTI Vanguard Total Market 95.4 5 15 5.7 +0.0
SPLG SPDR Portfolio Large Cap 95.4 3 17 6.0 +0.3
VTHR Vanguard Russell 3000 94.0 15 5 5.7 +0.1
SPTM SPDR Portfolio Total Stock Market 94.0 3 17 5.9 +0.2
IWV iShares Russell 3000 93.8 20 0 5.5 -0.2
SCHX Schwab U.S. Large-Cap 93.2 4 16 5.9 +0.2
SCHB Schwab U.S. Broad Market 93.0 3 17 5.8 +0.2
ITOT iShares Core S&P Total US 92.0 3 17 5.7 +0.0
VV Vanguard Large-Cap ETF 89.1 9 11 5.8 +0.1
IVV iShares Core S&P 500 86.6 4 16 5.8 +0.1
SPY S&P 500 SPDR 86.6 9 11 5.7 +0.1
PBP PowerShares S&P 500 Buy/Write 86.6 75 -55 5.4 -0.3
HSPX Horizons S&P 500 Covered Call 86.6 65 -45 5.3 -0.3
VOO Vanguard S&P 500 ETF 86.6 5 15 5.8 +0.2
SPYX SPDR S&P 500 Fossil Fuel Reserves Free 82.2 20 0 5.8 +0.2
SPXE ProShares S&P 500 Ex-Energy 81.4 27 -7 6.1 +0.4
DHVW Diamond Hill Valuation-Weighted 500 78.5 10 10 6.2 +0.5
JHML John Hancock Multifactor Large Cap 76.7 35 -15 5.8 +0.2

1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.

Content on this tab for subscribers only**

RESULTS & ESTIMATES

  2012 2013 2014 2015 2016 2017E 2018E
Sales per share ** ** ** ** ** ** **
Earnings per share ** ** ** ** ** ** **
Dividends per share info ** ** ** ** ** ** **
Book value per share ** ** ** ** ** ** **

 

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

OTHER FUNDAMENTAL METRICS

Long term EPS growth est. **%   Debt-to-equity **x
Asset turnover **%   Assets-to-equity **x

Return on equity

Revision activity*
*Six months ago = 100

Net margins

Compound annual growth rates

Content on this tab for subscribers only

VALUATION METRICS
  2016 2017E 2018E
Price-to-sales ** ** **
Price-to-earnings ** ** **
Price-to-cash flow ** ** **
Price-to-growth ** ** **
Price-to-book value ** ** **
Yield ** ** **

Historical valuation trends

Forward
multiple:
iShares DJ US Total Market
Relative
to:
S&P500 MSCI EAFE MSCI Emg. Mkts. Other ETF:

UNDERWEIGHT

Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores above 3.0% but below 6.0%. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 15.8 %
Divided by: Fwd. P/BV 2.7 x
Less: Expense ratio 20 bp
Equals: ALTAR Score 5.7 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.51 CATEGORY
AVERAGE
1.54
 
The composite rating is a weighted average of analysts' consensus recommendations for individual ETF constituents, based on the following scale:

BUY = 1; OVERWEIGHT = 1.5, HOLD = 2; UNDERWEIGHT = 2.5; and SELL = 3.

Readers are cautioned that because analyst ratings tend to be inflated, the composite score may be more useful as a relative measure of sentiment between funds rather than as a stand-alone recommendation.
 

 

See RATING tab for calculation of ALTAR Score™
Risk & reward. Uses std. dev. as proxy for risk, ALTAR Score™ for return forecast.
Dividends paid by constituents to the fund. May differ from actual distributions to shareholders due to constituent changes, timing issues or other factors.
Monthly returns based on changes in price plus dividends. May differ from daily returns reported by funds. See below for standardized returns.